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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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48 results for root data

New definition of patient-specific root causes of disease using counterfactuals.

problem Lack of rigorous mathematical formulation for automatic detection of root causes.
method Proposes a counterfactual definition matching clinical intuition and uses Shapley values for causal contribution scores.
result Adapts to disease prevalence, accounts for noisy labels, and admits fast computation.

Let CC be a curve in a closed orientable surface FF of genus g2g \geq 2 that separates FF into subsurfaces Fi~\widetilde {F_i} of genera gig_i, for i=1,2i = 1,2. We study the set of roots in $\Mod(F)$ of the Dehn twist tCt_C about CC. All roots arise from pairs of CniC_{n_i}-actions on the Fi~\widetilde{F_i}, where $n=\l…

2011-04-05abs ↗pdf ↗

Margalit and Schleimer constructed nontrivial roots of the Dehn twist about a nonseparating curve. We prove that the conjugacy classes of roots of the Dehn twist about a nonseparating curve correspond to the conjugacy classes of periodic maps with certain conditions. Futhermore, we give data set which determine the con…

2009-11-26abs ↗pdf ↗

The study of random positive 3-strand braids reveals patterns in the roots of their Alexander polynomials.

problem Investigating the roots of Alexander polynomials of random positive 3-strand braids.
method Experimental data analysis, conjectures refinement, and proof of results using tools like the signature function of links and Lyapunov exponent of the Burau representation.
result Generically, at least 69% of the roots of Alexander polynomials are on the unit circle, with a large root-free region near the origin.

Study finds price impact follows a 'double' square-root law, suggesting mechanical origin.

problem Understanding the origin of price impact in markets.
method Detailed dataset of Tokyo Stock Exchange orders, analyzing single and metaorders.
result Price impact follows a 'double' square-root law, indicating mechanical origin rather than information.

A \textit{multicurve} $\C$ on a closed orientable surface is defined to be a finite collection of disjoint non-isotopic essential simple closed curves. The Dehn twist $t_{\C}$ about $\C$ is the product of the Dehn twists about the individual curves. In this paper, we give necessary and sufficient conditions for the exi…

2015-06-04abs ↗pdf ↗

Many independent studies on stocks and futures contracts have established that market impact is proportional to the square-root of the executed volume. Is market impact quantitatively similar for option markets as well? In order to answer this question, we have analyzed the impact of a large proprietary data set of opt…

2016-02-09abs ↗pdf ↗

The notion of market impact is subtle and sometimes misinterpreted. Here we argue that impact should not be misconstrued as volatility. In particular, the so-called ``square-root impact law'', which states that impact grows as the square-root of traded volume, has nothing to do with price diffusion, i.e. that typical p…

2019-05-11abs ↗pdf ↗

A new probability distribution on full rooted trees helps in model selection.

problem Model selection for full rooted trees is problematic due to their hierarchical structure.
method Assume a prior distribution on full rooted trees, using Bayes decision theory.
result The proposed distribution enables optimal model selection and prevents overfitting.

In this paper, we characterize locally dually flat generalized m-th root Finsler metrics. Then we find a condition under which a generalized m-th root metric is projectively related to a m-th root metric. Finally, we prove that if a generalized m-th root metric is conformal to a m-th root metric, then both of them redu…

2013-02-11abs ↗pdf ↗

The study confirms that market volatility can be explained by correlated metaorders impacting prices in a square-root fashion.

problem Explaining market volatility using metaorders and their impact.
method Generated synthetic market data and analyzed the correlation between order flow and returns.
result The square-root law of market impact is confirmed and can be measured from anonymized trade data.

Novel approach integrates Multivariate Square-root Lasso into Synthetic Control for high-dimensional data.

problem Challenges in practical implementation and computational efficiency of Synthetic Control method for high-dimensional disaggregated data.
method Integrates Multivariate Square-root Lasso into Synthetic Control framework.
result Demonstrates superior computational efficiency without compromising estimation accuracy.

Study differential properties of matrix square roots in specific cases.

problem Understanding matrix square roots in semi-simple, symmetric, and orthogonal cases.
method Analysis of differential and metric structures of real square roots of matrices under specific conditions.
result Differential properties of matrix square roots in semi-simple, symmetric, and orthogonal cases.

D. Margalit and S. Schleimer found examples of roots of the Dehn twist about a nonseparating curve in a closed orientable surface, that is, homeomorphisms whose nth power is isotopic to the Dehn twist. Our main theorem gives elementary number-theoretic conditions that describe the values of n for which an nth root exis…

2009-06-08abs ↗pdf ↗

Margalit and Schleimer observed that Dehn twists on orientable surfaces have nontrivial roots. We investigate the problem of roots of a Dehn twist t_c about a nonseparating circle c in the mapping class group M(N_g) of a nonorientable surface N_g of genus g. We explore the existence of roots and, following the work of …

2017-01-02abs ↗pdf ↗

New model identifies patient-specific disease root causes.

problem Identifying root causes of complex diseases varying between patients.
method Generalized Root Causal Inference (GRCI) algorithm for heteroscedastic noise model.
result GRCI accurately extracts patient-specific root causes.

We apply an asymmetric version of Kirman's herding model to volatile financial markets. In the relation between returns and agent concentration we use the square root law proposed by Zhang. This can be derived by extending the idea of a critical mean field theory suggested by Plerou et al. We show that this model is eq…

2005-08-12abs ↗pdf ↗

A new method simulates square-root processes efficiently.

problem Simulating square-root processes accurately and efficiently.
method Simulate the integrated square-root process instead of the square-root process itself.
result High precision with low number of time steps, and exact limiting Inverse Gaussian distributions.

Enhanced ROOT-SGD optimizes stochastic optimization with diminishing stepsizes.

problem Improving statistical efficiency in stochastic optimization.
method Integrates a diminishing stepsize strategy into ROOT-SGD.
result Achieves optimal convergence rates with improved stability and precision.

Paper adapts causal analysis for time-dependent systems, especially energy management.

problem Challenges in root-cause analysis for systems with lagged time-dependencies, particularly in energy management.
method Adapts causal root-cause analysis method to time-dependent systems, discusses two truncation approaches.
result Extension effectively localizes root-causes in feature and time domain with enough lags.

In this paper, we prove that every m-th root metric with isotropic mean Berwald curvature reduces to a weakly Berwald metric. Then we show that an m-th root metric with isotropic mean Landsberg curvature is a weakly Landsberg metric. We find necessary and sufficient condition under which conformal ββ-change of an m-th…

2017-06-24abs ↗pdf ↗

Automorphisms of Lie algebras and their root systems are fully lifted.

problem Understanding automorphisms of real semisimple Lie algebras and their root systems.
method Proving every automorphism of the restricted root system can be lifted to a Lie algebra automorphism.
result Automorphisms of restricted root systems can be fully lifted to Lie algebras.

In this paper, we find a condition under which a Finsler space with Kropina change of mth-root metric is projectively related to a mth-root metric and also we find a condition under which this Kropina transformed mth-root metric is locally dually flat. Moreover we find the condition for its Projective flatness.

2017-12-23abs ↗pdf ↗

Optimizes quantile and semi-adversarial regret with novel root-logarithmic regularizers.

problem Minimizes regret in adversarial and semi-adversarial online learning.
method FTRL with root-logarithmic regularizers for quantile and semi-adversarial settings.
result Achieves minimax optimal regret bounds in both paradigms.

Identifies patient-specific root causes of disease using structural equation models.

problem Detecting significant variables in complex diseases that differ between patients.
method Defining patient-specific root causes as exogenous errors in a structural equation model, quantifying predictivity using Shapley values, and developing a fast algorithm called Root Causal Inference.
result Significant improvements in accuracy by uncovering root causes with large effect sizes at the individual level but clinically insignificant effect sizes at the group level.

In this paper, we consider Kropina change of mm-th root Finsler metrics. We find necessary and sufficient condition under which the Kropina change of an mm-th root Finsler metric be locally dually flat. Then we prove that the Kropina change of an mm-th root Finsler metric is locally projectively flat if and only if …

2014-09-13abs ↗pdf ↗

The square root velocity framework is a method in shape analysis to define a distance between curves and functional data. Identifying two curves if they differ by a reparametrisation leads to the quotient space of unparametrised curves. In this paper we study analytical and topological aspects of this construction for …

2015-07-09abs ↗pdf ↗

Unlike traditional programs (such as operating systems or word processors) which have large amounts of code, machine learning tasks use programs with relatively small amounts of code (written in machine learning libraries), but voluminous amounts of data. Just like developers of traditional programs debug errors in the…

2016-03-23abs ↗pdf ↗

Continuity of roots of hyperbolic polynomials with smooth coefficients.

problem Continuity of the solution map for hyperbolic polynomials.
method Proving continuity of the solution map from hyperbolic polynomials of degree d with C^d coefficients to their increasingly ordered roots.
result Continuity of the solution map for hyperbolic polynomials with C^d coefficients.

In this paper, we characterize locally dually flat and Antonelli mm-th root Finsler metrics. Then, we show that every mm-th root Finsler metric of isotropic mean Berwald curvature reduces to a weakly Berwald metric.

2017-06-23abs ↗pdf ↗